Pages that link to "Item:Q2453917"

The following pages link to Asymptotic theory for LAD estimation of moderate deviations from a unit root (Q2453917):

Displaying 9 items.

• Limit theory for moderate deviations from a unit root (Q278238) (← links)
• Smoothing local-to-moderate unit root theory (Q736676) (← links)
• Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792) (← links)
• (Q4983929) (← links)
• Asymptotic inference of least absolute deviation estimation for AR(1) processes (Q5085613) (← links)
• M-estimation for Moderate Deviations From a Unit Root (Q5249203) (← links)
• Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
• Least absolute deviation estimation for AR(1) processes with roots close to unity (Q6175878) (← links)
• Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance (Q6549186) (← links)